| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 1 | 2.9 | 58 | 0 | 2 | (2) | (5) | 0 | 60 |
| 60 | 0 | 0.2 | 49 | 0 | 4 | (4) | (20) | (1) | 82 |
| 120 | 1 | 1 | 48 | 0 | 6 | (4) | (20) | (1) | 86 |
| 250 | 0 | 0.4 | 45 | 0 | 5 | (4) | (20) | (1) | 92 |
| 500 | 2 | 1.5 | 50 | 0 | 6 | (4) | (44) | (1) | 92 |
| 760 | 2 | 1.8 | 51 | 0 | 6 | (4) | (44) | (1) | 93 |
| 1260 | 1 | 1.2 | 49 | 0 | 5 | (4) | (44) | (1) | 92 |
| 2520 | 2 | 1.5 | 52 | 0 | 5 | (4) | (44) | (1) | 92 |
| All | 1 | 1.3 | 50 | 0 | 5 | (4) | (44) | (2) | 90 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 0.2 | 0.3 | 0.1 | 0 | 0.2 | (0.1) | 0.1 | 0.1 | 0 | 0.2 | 0 | 0.2 | 1.2 | 1.1 | 49.8 | 249.4 | (0.3) | (0.9) | 0.1 | 0.1 |
| 2017 | 0.7 | 0.5 | (0.4) | (0.1) | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.8 | 2.1 | 50.6 | 84 | (0.2) | (0.5) | 0.1 | 0.1 |
| 2016 | 0.1 | 1.1 | (0.2) | 0 | (0.1) | (0.5) | 0.1 | 0.2 | 0 | 0.2 | 0 | (0.3) | 0.6 | 0.7 | 46.9 | 249 | (0.2) | (0.9) | 0.1 | 0.1 |
| 2015 | 0.5 | 0.3 | 0.3 | 0 | 0.3 | 0 | 0.3 | 0.1 | 0.3 | 0.7 | 0.4 | (0.3) | 2.9 | 2.4 | 52.9 | 253 | (0.4) | (1) | 0.1 | 0.1 |
| 2014 | (0.1) | 0 | 0.1 | 0 | 0 | 0 | 0.4 | (0.2) | 0 | 0.2 | (0.3) | 1.7 | 1.8 | 1.5 | 51.7 | 248 | (0.2) | (0.7) | 0.1 | 0.1 |
| 2013 | 0.1 | (0.2) | (0.4) | 0 | 0.3 | 0.5 | 0.1 | (0.1) | 0.1 | 0 | (0.2) | (0.4) | (0.2) | (0.2) | 44.6 | 250 | (0.2) | (0.8) | 0.1 | 0.1 |
| 2012 | 0.5 | 0.2 | 0.5 | 0 | 0.3 | (0.4) | (0.4) | 0.4 | (0.4) | (0.1) | 0.2 | 0.2 | 1 | 1 | 53 | 247 | (0.3) | (1.2) | 0.1 | 0.1 |
| 2011 | 0.1 | 0.3 | (0.3) | 0.1 | 0 | 0.2 | 0.2 | 0.1 | 0.4 | 0.1 | 0.2 | 0.6 | 2 | 2.2 | 57.1 | 248 | (0.2) | (0.6) | 0.1 | 0.1 |
| 2010 | 0.3 | 0.2 | 0.6 | 0 | (0.1) | 0.1 | (0.2) | 0.8 | 0.1 | 0.2 | (0.1) | (0.3) | 1.6 | 1.6 | 55.8 | 258 | (0.2) | (0.6) | 0.1 | 0.1 |
| 2009 | 0.4 | 0.1 | 0.1 | 0 | 0 | 0.1 | 0.5 | 0.9 | (0.3) | 0.1 | 0.4 | (0.1) | 2.2 | 1.7 | 56.5 | 247 | (0.3) | (1) | 0.1 | 0.1 |
| 2008 | (0.2) | (0.3) | 0 | 0 | (0.1) | (0.3) | 1.3 | 0.6 | 0.4 | 0.7 | 0 | 1 | 3.1 | 2.4 | 46.8 | 241 | (0.3) | (0.9) | 0.1 | 0.1 |
| 2007 | (0.5) | 0 | (0.2) | 0 | 0 | 0.3 | 0.3 | 0.8 | (0.2) | (0.2) | 0.3 | 0.1 | 0.7 | 0.8 | 50.2 | 253 | (0.2) | (0.9) | 0.1 | 0 |
| 2006 | 0.5 | 1 | 0 | 0.1 | 0.3 | 0.1 | (0.8) | 0.7 | 1.3 | (0.1) | (0.3) | 1.1 | 3.9 | 2.7 | 53.2 | 245 | (0.3) | (0.9) | 0.1 | 0 |
| 2005 | (0.1) | (0.1) | (0.3) | 0.1 | 0.2 | (0.3) | (0.1) | (0.9) | (0.2) | 0.7 | 0.3 | 0.4 | (0.3) | (0.4) | 45.5 | 243 | (0.4) | (1.9) | 0.1 | 0 |
| 2004 | 0.4 | 0.1 | (0.1) | (0.1) | (0.1) | 0.2 | (0.1) | 0.6 | 0 | (0.3) | 0.7 | 0.7 | 2 | 2 | 54.2 | 245 | (0.2) | (0.6) | 0.1 | 0.1 |
| 2003 | (0.2) | (1.1) | 1.1 | 0 | (0.1) | 0.2 | 0.2 | 0 | (0.1) | 0.5 | 0.1 | (0.3) | 0.3 | 0.3 | 46.8 | 229 | (0.4) | (1.4) | 0.1 | 0 |
| 2002 | 0.5 | (0.2) | (0.5) | (0.1) | 0.6 | 0 | 0.1 | 0.4 | (0.2) | (0.1) | 0.1 | (0.4) | 0.2 | 0.2 | 45.6 | 226 | (0.3) | (1) | 0.1 | 0 |
| 2001 | 0.8 | 0.1 | (0.1) | 0.1 | 0.5 | 0.7 | (0.2) | 1 | 0.3 | (0.2) | 0.4 | 0.1 | 3.5 | 3.1 | 52.4 | 239 | (0.3) | (0.5) | 0.1 | 0 |
| 2000 | (0.1) | 0.1 | (0.1) | 0 | 0 | 0.1 | 0.3 | (0.5) | 0 | 0.2 | (0.6) | (0.6) | (1.2) | (1.9) | 40.6 | 220 | (0.2) | (1.6) | 0.1 | 0 |